SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 364.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 2283.95 | 364.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Dec | 2272.05 | 364.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 2280.00 | 364.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2306.45 | 364.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2296.70 | 364.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 2298.80 | 364.2 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Dec | 2336.45 | 364.2 | 24.20 | 62.76 | 1 | 0 | 6 | |||
| 10 Dec | 2343.60 | 340 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 2302.35 | 340 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 2294.70 | 340 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2319.75 | 340 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2333.70 | 340 | 65.00 | 38.33 | 1 | 0 | 6 | |||
| 3 Dec | 2311.25 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2296.95 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 2265.00 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 2262.40 | 275 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 27 Nov | 2296.60 | 275 | 35.40 | - | 2 | 1 | 5 | |||
| 26 Nov | 2234.65 | 239.6 | 11.60 | - | 1 | 0 | 3 | |||
| 25 Nov | 2223.55 | 228 | 28.00 | - | 1 | 3 | 3 | |||
| 22 Nov | 2163.25 | 200 | -304.40 | 26.89 | 3 | 2 | 2 | |||
| 21 Nov | 2143.65 | 504.4 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2000 expiring on 26DEC2024
Delta for 2000 CE is 0.00
Historical price for 2000 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 364.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 364.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 364.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 364.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 364.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 364.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 364.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 364.2, which was 24.20 higher than the previous day. The implied volatity was 62.76, the open interest changed by 0 which decreased total open position to 6
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 340, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 340, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 340, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 340, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 340, which was 65.00 higher than the previous day. The implied volatity was 38.33, the open interest changed by 0 which decreased total open position to 6
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 275, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 275, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 275, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 275, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 275, which was 35.40 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 239.6, which was 11.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 228, which was 28.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 200, which was -304.40 lower than the previous day. The implied volatity was 26.89, the open interest changed by 2 which increased total open position to 2
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 504.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SRF 26DEC2024 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.10
Theta: -0.36
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 0.6 | -0.25 | 45.94 | 80 | -14 | 215 |
| 19 Dec | 2283.95 | 0.85 | -0.05 | 46.45 | 6 | -3 | 226 |
| 18 Dec | 2272.05 | 0.9 | -0.25 | 41.56 | 2 | -1 | 230 |
| 17 Dec | 2280.00 | 1.15 | 0.15 | 41.95 | 11 | -2 | 231 |
| 16 Dec | 2306.45 | 1 | -0.55 | 41.66 | 31 | -2 | 233 |
| 13 Dec | 2296.70 | 1.55 | 0.20 | 38.89 | 25 | -3 | 234 |
| 12 Dec | 2298.80 | 1.35 | 0.15 | 36.81 | 167 | 20 | 235 |
| 11 Dec | 2336.45 | 1.2 | -0.20 | 38.57 | 11 | -6 | 216 |
| 10 Dec | 2343.60 | 1.4 | -0.25 | 38.72 | 9 | -3 | 223 |
| 9 Dec | 2302.35 | 1.65 | 0.55 | 36.27 | 350 | 36 | 227 |
| 6 Dec | 2294.70 | 1.1 | -0.90 | 29.95 | 60 | -4 | 191 |
| 5 Dec | 2319.75 | 2 | 0.25 | 34.20 | 61 | 2 | 195 |
| 4 Dec | 2333.70 | 1.75 | -0.70 | 32.87 | 54 | -1 | 193 |
| 3 Dec | 2311.25 | 2.45 | -1.45 | 33.13 | 71 | 37 | 194 |
| 2 Dec | 2296.95 | 3.9 | -1.85 | 34.06 | 31 | -4 | 158 |
| 29 Nov | 2265.00 | 5.75 | 0.75 | 32.47 | 124 | 24 | 162 |
| 28 Nov | 2262.40 | 5 | 0.65 | 31.16 | 18 | 3 | 137 |
| 27 Nov | 2296.60 | 4.35 | -3.10 | 31.84 | 45 | 12 | 135 |
| 26 Nov | 2234.65 | 7.45 | -2.85 | 30.75 | 27 | 3 | 122 |
| 25 Nov | 2223.55 | 10.3 | -6.95 | 31.97 | 62 | 91 | 118 |
| 22 Nov | 2163.25 | 17.25 | -6.10 | 30.78 | 101 | 54 | 81 |
| 21 Nov | 2143.65 | 23.35 | 30.68 | 32 | 26 | 26 | |
For Srf Ltd - strike price 2000 expiring on 26DEC2024
Delta for 2000 PE is -0.01
Historical price for 2000 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 45.94, the open interest changed by -14 which decreased total open position to 215
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 46.45, the open interest changed by -3 which decreased total open position to 226
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 41.56, the open interest changed by -1 which decreased total open position to 230
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 41.95, the open interest changed by -2 which decreased total open position to 231
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 41.66, the open interest changed by -2 which decreased total open position to 233
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 1.55, which was 0.20 higher than the previous day. The implied volatity was 38.89, the open interest changed by -3 which decreased total open position to 234
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 36.81, the open interest changed by 20 which increased total open position to 235
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 38.57, the open interest changed by -6 which decreased total open position to 216
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 38.72, the open interest changed by -3 which decreased total open position to 223
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 1.65, which was 0.55 higher than the previous day. The implied volatity was 36.27, the open interest changed by 36 which increased total open position to 227
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 1.1, which was -0.90 lower than the previous day. The implied volatity was 29.95, the open interest changed by -4 which decreased total open position to 191
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 34.20, the open interest changed by 2 which increased total open position to 195
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 1.75, which was -0.70 lower than the previous day. The implied volatity was 32.87, the open interest changed by -1 which decreased total open position to 193
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 2.45, which was -1.45 lower than the previous day. The implied volatity was 33.13, the open interest changed by 37 which increased total open position to 194
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 3.9, which was -1.85 lower than the previous day. The implied volatity was 34.06, the open interest changed by -4 which decreased total open position to 158
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 5.75, which was 0.75 higher than the previous day. The implied volatity was 32.47, the open interest changed by 24 which increased total open position to 162
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 5, which was 0.65 higher than the previous day. The implied volatity was 31.16, the open interest changed by 3 which increased total open position to 137
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 4.35, which was -3.10 lower than the previous day. The implied volatity was 31.84, the open interest changed by 12 which increased total open position to 135
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 7.45, which was -2.85 lower than the previous day. The implied volatity was 30.75, the open interest changed by 3 which increased total open position to 122
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 10.3, which was -6.95 lower than the previous day. The implied volatity was 31.97, the open interest changed by 91 which increased total open position to 118
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 17.25, which was -6.10 lower than the previous day. The implied volatity was 30.78, the open interest changed by 54 which increased total open position to 81
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 23.35, which was lower than the previous day. The implied volatity was 30.68, the open interest changed by 26 which increased total open position to 26
